Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52155.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48026.92 Kr¶

PnL: ---------------------------------------> -905.08 Kr¶

DD now: ---------------------------------> -1.815 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:39:08.338316'

Anic Portfolio¶

Today¶

Return: 0.156 %¶

This Week¶

Return: -0.306 %¶

Total portfolio value¶

Return including deposits: 70.745 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.640000 700.700000 61.700000 9.660000 638.999984
Xvivo Perfusion 3 -0.680000 876.000000 31.000000 3.670000 845.000001
Biotage 4 0.900000 629.600000 26.600000 4.410000 603.000000
Vitrolife 3 1.210000 700.800000 23.800000 3.520000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.270000 683.150000 21.150000 3.190000 661.999988
Addtech B 3 0.250000 717.000000 17.000000 2.430000 699.999999
Humana 40 4.110000 689.600000 15.600000 2.310000 674.000000
Fortnox 10 0.920000 682.600000 14.600000 2.190000 668.000000
SynAct Pharma 9 -0.410000 655.200000 10.200000 1.580000 645.000003
Svolder B 35 -0.240000 2187.500000 8.500000 0.390000 2179.000005
NCC B 7 0.320000 658.700000 4.700000 0.720000 653.999997
Addnode Group B 6 -0.790000 754.200000 2.200000 0.290000 751.999998
Indutrade 5 -0.640000 1320.000000 0.000000 0.000000 1320.000000
Volati 5 0.170000 574.000000 0.000000 0.000000 574.000000
Latour B 2 -0.800000 448.400000 -0.600000 -0.130000 449.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Investor B 3 -0.490000 645.600000 -12.400000 -1.880000 657.999999
Sdiptech B 3 -2.110000 807.000000 -15.000000 -1.820000 822.000000
BONESUPPORT HOLDING 10 -0.170000 1208.000000 -16.000000 -1.310000 1224.000000
Sedana Medical 135 4.380000 4314.600000 -16.400000 -0.380000 4330.999935
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Gaming Innovation Group 161 0.000000 4145.750000 -42.250000 -1.010000 4187.999942
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Investor A 16 -0.650000 3443.200000 -101.800000 -2.870000 3545.000000
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
New Wave B 40 -0.640000 3736.000000 -180.000000 -4.600000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 1.870000 2623.300000 -343.700000 -11.580000 2966.999993
TOTAL 48026.920000 -905.080000 -1.81542% 48931.999868

Updated:¶

'2023-06-14 15:39:24.256086'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶